In general, yes, depending.... I get all my personal sat reception including Sky using a 40cm minidish behind a double glazed window. In london, the signal's slightly stronger, so you're better off than me!
Note that:
1 It helps if the window directly faces the sat you're trying to get. If the pointing angle is oblique, then there's some extra atteunation, though it still works, and you should be ok anyway with Sky (i get Sky fine at about 20 degrees to glass surface, with the window facing slightly East.).
2 Window glass is usually Pilkington manufactured (perfectly flat!), so there's no ripple distorition of the wavefront, but some glasses seem to attenuate sat high band a bit more.
3 If doing this for Sky, you'd be safer getting a zone 2 60cm SKy dish, as mentioned above, in case of attenuation difficulties with hi band, which can't be predicted so you just have to try it!